The US equity market premium surged 19.8% last year via daily data. By contrast, the size and value premia lost 7.9% and 7.2% ...

Highlights,The model predicts portfolio returns using market exposure and two additional risk factors.,SMB and HML factors explain tendencies in returns based on market capitalization and ...

In finance, HML, or High Minus Low, is a term that represents one of the factors in the Fama-French Three-Factor Model, a widely recognized asset pricing model. HML is specifically designed to ...

In the Fama-French model, SMB is combined with other factors, such as the market risk factor and the value factor (HML, or High Minus Low), to create a more comprehensive framework for ...

KUALA TERENGGANU, Jan 23 — The Terengganu Federal Agricultural Marketing Authority (FAMA) has clarified that the recent viral incident involving the assault of a disabled man did not take place at any ...

PARIS - French President Emmanuel Macron’s popularity dropped to a new low since his first election in 2017, in a poll published on Jan 26. Just 21 per cent of respondents to the Ifop poll ...

First, I would only choose the ones with more than 3 years worth of data (at least 36 data points) and also calculate the average risk premium for them. ## # A tibble: 2 x 2 ## isREIT days_stocks ## ...

Marie Ulven, the internationally acclaimed musical artist known as Girl in Red, is set to make her feature debut as the lead in Maipo Film‘s “Low Expectations,” the upcoming first feature ...

Targeting French patrol craft that were in international waters seems like an aggressive action. But Moscow would likely claim this was self-defense. Things are getting intense between NATO and ...

The French and German foreign ministers have met Syria’s new leaders and called for an inclusive transition of power, in the first visit by European Union ministers to Syria since the Assad ...